The price of international equity ETFs: The role of relative liquidity
Sign Up to like & getrecommendations! Published in 2020 at "Journal of International Financial Markets, Institutions and Money"
DOI: 10.1016/j.intfin.2020.101190
Abstract: Abstract We examine the effect of the relative liquidity of international equity exchange-traded funds (ETFs) and their constituent portfolios on the price difference between the fund’s market prices and its net asset values. We use… read more here.
Keywords: liquidity; international equity; price; relative liquidity ... See more keywords
Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis
Sign Up to like & getrecommendations! Published in 2020 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2019.123711
Abstract: Abstract We study the asymmetric multifractality between five main cryptocurrencies (Bitcoin, Litecoin, Ripple, Monero, and Dash) and six equity ETFs from February 2, 2015 to April 30, 2019. The equity ETFs selected relate to emerging… read more here.
Keywords: equity; evidence asymmetric; analysis; cryptocurrencies equity ... See more keywords